+70.7%
FROG vs TENB
+8.4%
+62.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.4% | +5.4% | +3.2% |
| 7D | +48.2% | -7.0% | +55.3% | +52.9% |
| 30D | +11.4% | -0.6% | +12.0% | +11.5% |
| 3M | +28.5% | +10.9% | +17.6% | +20.5% |
| 6M | +63.7% | +95.4% | -31.7% | +12.8% |
| YTD | +77.1% | +74.5% | +2.6% | +29.4% |
| 1Y | +79.3% | +49.2% | +30.1% | +41.5% |
| 3Y | +323.8% | +9.7% | +314.0% | +285.1% |
| 5Y | +198.9% | -24.6% | +223.5% | +200.4% |
| All | +70.7% | +8.4% | +62.3% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TENB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling